On Borovkov's estimate in the invariance principle

DOI10.33048/semi.2019.16.125zbMath1427.60054OpenAlexW3015908317MaRDI QIDQ2279487

Aleksandr Ivanovich Sakhanenko

Publication date: 12 December 2019

Published in: Sibirskie Èlektronnye Matematicheskie Izvestiya (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.33048/semi.2019.16.125

zbMATH Keywords

Lyapunov fractionProkhorov distanceestimates in invariance principletruncated Lyapunov fraction

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17)

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Cites Work

• On the accuracy of normal approximation in the invariance principle
• On the Rate of Convergence for the Invariance Principle
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